Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48951.53 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44781.03 Kr¶

PnL: ---------------------------------------> -166.97 Kr¶

DD now: ---------------------------------> -7.848 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:50:44.629052'

Anic Portfolio¶

Today¶

Return: -0.713 %¶

Total portfolio value¶

Return including deposits: 60.236 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.250000 1662.480000 194.940000 13.280000 1467.540000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Sedana Medical 93 0.370000 2524.020000 9.300000 0.370000 2514.720000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax B 4 0.890000 859.600000 7.600000 0.890000 852.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
ASSA ABLOY B 3 -0.080000 776.400000 -0.600000 -0.080000 777.000000
Hexatronic Group 12 -0.170000 962.880000 -1.680000 -0.170000 964.560000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
SKF B 5 -0.640000 932.000000 -6.000000 -0.640000 938.000000
Addnode Group B 11 -0.780000 911.350000 -7.150000 -0.780000 918.500000
Byggmax Group 33 -0.760000 947.100000 -7.260000 -0.760000 954.360000
OX2 13 -1.440000 934.050000 -13.650000 -1.440000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
INVISIO 16 -0.650000 3656.000000 -24.000000 -0.650000 3680.000000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.350000 818.000000 -37.200000 -4.350000 855.200000
Vitec Software Group B 2 -3.780000 1043.000000 -41.000000 -3.780000 1084.000000
Indutrade 5 -4.080000 1165.000000 -49.500000 -4.080000 1214.500000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
Hexagon B 26 -1.540000 3398.200000 -53.300000 -1.540000 3451.500000
BHG Group 97 -6.860000 1356.060000 -98.940000 -6.800000 1455.000000
TOTAL 44776.940000 -171.060000 -7.85863% 44948.000000

Updated:¶

'2023-07-03 15:49:13.341549'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶